CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 06-Jul-2018
Day Change Summary
Previous Current
05-Jul-2018 06-Jul-2018 Change Change % Previous Week
Open 1.1806 1.1834 0.0028 0.2% 1.1807
High 1.1865 1.1914 0.0049 0.4% 1.1914
Low 1.1784 1.1831 0.0047 0.4% 1.1744
Close 1.1827 1.1891 0.0065 0.5% 1.1891
Range 0.0081 0.0084 0.0003 3.1% 0.0171
ATR 0.0087 0.0087 0.0000 0.0% 0.0000
Volume 521 831 310 59.5% 1,895
Daily Pivots for day following 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2129 1.2094 1.1937
R3 1.2046 1.2010 1.1914
R2 1.1962 1.1962 1.1906
R1 1.1927 1.1927 1.1899 1.1944
PP 1.1879 1.1879 1.1879 1.1887
S1 1.1843 1.1843 1.1883 1.1861
S2 1.1795 1.1795 1.1876
S3 1.1712 1.1760 1.1868
S4 1.1628 1.1676 1.1845
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2361 1.2297 1.1985
R3 1.2191 1.2126 1.1938
R2 1.2020 1.2020 1.1922
R1 1.1956 1.1956 1.1907 1.1988
PP 1.1850 1.1850 1.1850 1.1866
S1 1.1785 1.1785 1.1875 1.1817
S2 1.1679 1.1679 1.1860
S3 1.1509 1.1615 1.1844
S4 1.1338 1.1444 1.1797
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1914 1.1718 0.0197 1.7% 0.0082 0.7% 88% True False 466
10 1.1914 1.1683 0.0232 1.9% 0.0084 0.7% 90% True False 459
20 1.2010 1.1669 0.0342 2.9% 0.0087 0.7% 65% False False 507
40 1.2194 1.1669 0.0525 4.4% 0.0083 0.7% 42% False False 445
60 1.2653 1.1669 0.0985 8.3% 0.0075 0.6% 23% False False 335
80 1.2735 1.1669 0.1067 9.0% 0.0073 0.6% 21% False False 273
100 1.2836 1.1669 0.1167 9.8% 0.0074 0.6% 19% False False 233
120 1.2836 1.1669 0.1167 9.8% 0.0075 0.6% 19% False False 213
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2269
2.618 1.2133
1.618 1.2049
1.000 1.1998
0.618 1.1966
HIGH 1.1914
0.618 1.1882
0.500 1.1872
0.382 1.1862
LOW 1.1831
0.618 1.1779
1.000 1.1747
1.618 1.1695
2.618 1.1612
4.250 1.1476
Fisher Pivots for day following 06-Jul-2018
Pivot 1 day 3 day
R1 1.1885 1.1876
PP 1.1879 1.1861
S1 1.1872 1.1846

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols